"She was like, 'Yeah, sometimes I'll be a man, sometimes I'll be a woman. I like to refer to myself as gender suspicious,'" the Scream star said of his "wild" sibling.

David also admitted to host Khloe Kardashian -- the stepdaughter to Caitlyn -- that he was confused by this statement. "I said, 'You're my sister and brother?'" he recalled asking. "[Alexis] said, 'It depends on how I'm dressed.'"

David added that Caitlyn's transition impacted Alexis. "I think because of Caitlyn, she's like, 'I did that already. Now let's take it to the next level.'"

In an earlier episode of Kocktails With Khloe, the 31-year-old host was quite candid about her feelings regarding Caitlyn's journey. "I was actually so happy that she was finally free," Khloe said, "And didn't have to carry on this burden."